0001483259-11-000008.txt : 20111021
0001483259-11-000008.hdr.sgml : 20111021
20111021131301
ACCESSION NUMBER: 0001483259-11-000008
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111021
DATE AS OF CHANGE: 20111021
EFFECTIVENESS DATE: 20111021
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: NJ State Employees Deferred Compensation Plan
CENTRAL INDEX KEY: 0001483259
IRS NUMBER: 222474981
STATE OF INCORPORATION: NJ
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-13668
FILM NUMBER: 111151966
BUSINESS ADDRESS:
STREET 1: 50 WEST STATE STREET
STREET 2: PO BOX 290
CITY: TRENTON
STATE: NJ
ZIP: 08625
BUSINESS PHONE: 609 292 5106
MAIL ADDRESS:
STREET 1: 50 WEST STATE STREET
STREET 2: PO BOX 290
CITY: TRENTON
STATE: NJ
ZIP: 08625
13F-HR
1
dcpfund-930_2011.txt
NJ STATE EMPLOYEES DEFERRED COMPENENSATION PLAN
1
Fund DCP 13F-September 2011.txt
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2011
Check here if Amendment ; Amendment Number:
This Amendment (Check only one.): [ ]is a restatement.
[ ]adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: New Jersey Division of Investment
Address: 50 W State St 9th Floor
PO Box 290
Trenton, NJ 08625-0290
13F File Number:
The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables, are considered integral parts
of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Timothy M. Walsh
Title: Director
Phone: 609-292-5106
Signature, Place, and Date of Signing:
Timothy M. Walsh Trenton, NJ October 21, 2011
Report Type (Check only one.):
X 13F HOLDINGS REPORT.
13F NOTICE.
13F COMBINATION REPORT.
List of Other Managers reporting for this manager:
None
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information table Entry Total: 472
Form 13F Information Table Value Total: 348160 x 1000
List of other included managers
none
No. 13F File Number Name
Name of Issuer Title Cusip Value Shrs or SH/ PUT Investment OtherVoting Authority
of class x 1000 Prin AMT Prn Call Discretion Mgr Sole Shared None
---------------------------------------------------------------------------------------------------------------------------------
A. H. BELO CORP. - A COM CL A 00128210 17 4000 SH SOLE 4000
A.C. MOORE ARTS & CRAFTS, INC. COM 00086T10 85 80000 SH SOLE 80000
AAR CORP. COM 00036110 408 24500 SH SOLE 24500
ABBOTT LABORATORIES COM 00282410 511 10000 SH SOLE 10000
ACCELRYS INC. COM 00430U10 45 7500 SH SOLE 7500
ACTIVISION BLIZZARD INC. COM 00507V10 2023 170000 SH SOLE 170000
ADTRAN, INC. COM 00738A10 530 20000 SH SOLE 20000
ADVANCED MICRO DEVICES, INC. COM 00790310 86 17000 SH SOLE 17000
AES CORP. (THE) COM 00130H10 185 19000 SH SOLE 19000
AETNA INC COM 00817Y10 582 16012 SH SOLE 16012
AFFILIATED MANAGERS GROUP COM 00825210 1171 15000 SH SOLE 15000
AFFYMAX INC COM 00826A10 45 10000 SH SOLE 10000
AFLAC INC. COM 00105510 524 15000 SH SOLE 15000
AGILENT TECHNOLOGIES, INC. COM 00846U10 721 23084 SH SOLE 23084
AIR PRODUCTS & CHEMICALS INC COM 00915810 382 5000 SH SOLE 5000
AIR TRANSPORT SERVICES GROUP INC COM 00922R10 43 10000 SH SOLE 10000
AIXTRON AG SPONSORED ADR 00960610 581 40000 SH SOLE 40000
AK STEEL HOLDING CORP. COM 00154710 261 40000 SH SOLE 40000
ALCOA INC. COM 01381710 431 45000 SH SOLE 45000
ALKERMES PLC COM 01642T10 1656 100000 SH SOLE 100000
ALLIANCE ONE INTERNATIONAL, INC. COM 01877210 52 21500 SH SOLE 21500
ALLIANT TECHSYSTEMS INC COM 01880410 709 13000 SH SOLE 13000
ALLSTATE CORP. (THE) COM 02000210 801 33810 SH SOLE 33810
ALTRIA GROUP INC. COM 02209S10 2145 80000 SH SOLE 80000
AMAG PHARMACEUTICALS INC COM 00163U10 590 40000 SH SOLE 40000
AMAZON.COM INC. COM 02313510 2162 10000 SH SOLE 10000
AMEDISYS, INC. COM 02343610 296 19999 SH SOLE 19999
AMEREN CORP. COM 02360810 298 10000 SH SOLE 10000
AMERICAN ELECTRIC POWER CO.,INC. COM 02553710 561 14760 SH SOLE 14760
AMERICAN EXPRESS CO COM 02581610 2245 50000 SH SOLE 50000
AMERICAN INTERNATIONAL GROUP INC COM NEW 02687478 121 5500 SH SOLE 5500
AMERICAN INTERNATIONAL GROUP WTS *W EXP 01/19/202 02687415 18 2936 SH SOLE 2936
AMERICAN TOWER CORP. CL A CL A 02991220 1614 30000 SH SOLE 30000
AMERISOURCEBERGEN CORP. COM 03073E10 1090 29244 SH SOLE 29244
AMETEK, INC. COM 03110010 1335 40500 SH SOLE 40500
AMR CORP. COM 00176510 30 10000 SH SOLE 10000
ANADARKO PETROLEUM CORP COM 03251110 1261 20000 SH SOLE 20000
AOL INC COM 00184X10 73 6060 SH SOLE 6060
APPLE INC COM 03783310 13346 35000 SH SOLE 35000
APPLIED MATERIALS, INC. COM 03822210 725 70000 SH SOLE 70000
APTARGROUP, INC. COM 03833610 1340 30000 SH SOLE 30000
AQUA AMERICA INC COM 03836W10 449 20833 SH SOLE 20833
ARCHER DANIELS MIDLAND CO. COM 03948310 372 15000 SH SOLE 15000
ARENA PHARMACEUTICALS INC COM 04004710 22 15000 SH SOLE 15000
ARLINGTON ASSET INVESTMENT CORP CL A NEW 04135620 12 500 SH SOLE 500
ARROW ELECTRONICS INC COM 04273510 49 1750 SH SOLE 1750
ARTHROCARE CORP. COM 04313610 719 25000 SH SOLE 25000
ASHLAND INC. COM 04420910 549 12440 SH SOLE 12440
ASTORIA FINANCIAL CORP. COM 04626510 115 15000 SH SOLE 15000
AT&T INC. COM 00206R10 1283 45000 SH SOLE 45000
AUTODESK INC. COM 05276910 1112 40000 SH SOLE 40000
AUTOZONE INC. COM 05333210 1596 5000 SH SOLE 5000
AVALONBAY COMMUNITIES INC COM 05348410 959 8407 SH SOLE 8407
AVERY DENNISON CORP. COM 05361110 251 10000 SH SOLE 10000
AVIAT NETWORKS INC COM 05366Y10 21 8694 SH SOLE 8694
AVID TECHNOLOGY INC COM 05367P10 101 13000 SH SOLE 13000
AVNET, INC. COM 05380710 635 24360 SH SOLE 24360
AVON PRODUCTS, INC. COM 05430310 294 15000 SH SOLE 15000
AXCELIS TECHNOLOGIES, INC. COM 05454010 11 9432 SH SOLE 9432
BABCOCK & WILCOX CO NEW COM 05615F10 733 37500 SH SOLE 37500
BAKER HUGHES INC COM 05722410 692 15000 SH SOLE 15000
BALL CORP COM 05849810 1613 52000 SH SOLE 52000
BANK OF AMERICA CORP COM 06050510 582 95082 SH SOLE 95082
BANK OF NEW YORK MELLON CORP COM 06405810 1860 100038 SH SOLE 100038
BARD C R COM 06738310 438 5000 SH SOLE 5000
BARNES & NOBLE INC. COM 06777410 248 21000 SH SOLE 21000
BAXTER INTERNATIONAL INC COM 07181310 1123 20000 SH SOLE 20000
BECTON DICKINSON AND CO COM 07588710 367 5000 SH SOLE 5000
BELO CORP. COM SER A 08055510 110 22500 SH SOLE 22500
BEMIS COMPANY COM 08143710 293 10000 SH SOLE 10000
BERRY PETROLEUM CO CL A 08578910 1592 45000 SH SOLE 45000
BEST BUY CO INC. COM 08651610 233 10000 SH SOLE 10000
BJ'S WHOLESALE CLUB INC COM 05548J10 1281 25000 SH SOLE 25000
BLOCK (H & R), INC. COM 09367110 240 18000 SH SOLE 18000
BOK FINANCIAL CORP. COM NEW 05561Q20 469 10000 SH SOLE 10000
BOSTON PROPERTIES, INC. COM 10112110 356 4000 SH SOLE 4000
BOSTON SCIENTIFIC CORP. COM 10113710 236 40000 SH SOLE 40000
BRINKS CO. (THE) COM 10969610 350 15000 SH SOLE 15000
BRISTOL-MYERS SQUIBB CO. COM 11012210 844 26884 SH SOLE 26884
BROADCOM CORP. CL A 11132010 999 30000 SH SOLE 30000
BROCADE COMMUNICATIONS SYSTEMS COM NEW 11162130 93 21572 SH SOLE 21572
BROOKS AUTOMATION, INC. COM 11434010 45 5550 SH SOLE 5550
BROWN SHOE CO., INC. COM 11573610 104 14625 SH SOLE 14625
BRUKER BIOSCIENCES CORP COM 11679410 271 20000 SH SOLE 20000
BRUNSWICK CORP. COM 11704310 281 20000 SH SOLE 20000
BUCKLE (THE), INC. COM 11844010 433 11250 SH SOLE 11250
CABOT CORP. COM 12705510 496 20000 SH SOLE 20000
CADENCE DESIGN SYSTEMS, INC. COM 12738710 353 38250 SH SOLE 38250
CALGON CARBON CORP COM 12960310 583 40000 SH SOLE 40000
CAMBREX CORP. COM 13201110 20 4000 SH SOLE 4000
CAMERON INTERNATIONAL CORP. COM 13342B10 831 20000 SH SOLE 20000
CAPITAL ONE FINANCIAL CORP. COM 14040H10 346 8733 SH SOLE 8733
CARDINAL HEALTH, INC. COM 14149Y10 628 15000 SH SOLE 15000
CAREFUSION CORP COM 14170T10 180 7500 SH SOLE 7500
CARLISLE COMPANIES INC. COM 14233910 829 26000 SH SOLE 26000
CARMAX, INC. COM 14313010 358 15000 SH SOLE 15000
CASELLA WASTE SYSTEMS, INC. CL A 14744810 410 78000 SH SOLE 78000
CAVCO INDUSTRIES, INC. COM 14956810 103 3000 SH SOLE 3000
CELGENE CORP COM 15102010 619 10000 SH SOLE 10000
CENTURYTEL INC. COM 15670010 681 20550 SH SOLE 20550
CHECKPOINT SYSTEMS INC COM 16282510 543 40000 SH SOLE 40000
CHESAPEAKE ENERGY CORP. COM 16516710 894 35000 SH SOLE 35000
CHEVRON CORP. COM 16676410 4167 45000 SH SOLE 45000
CHICO'S FAS INC COM 16861510 114 10000 SH SOLE 10000
CHILDREN'S PLACE COM 16890510 931 20000 SH SOLE 20000
CHIPOTLE MEXICAN GRILL INC. COM 16965610 1320 4356 SH SOLE 4356
CHUBB CORP. (THE) COM 17123210 900 15000 SH SOLE 15000
CHURCH & DWIGHT CO., INC. COM 17134010 1768 40000 SH SOLE 40000
CIMAREX ENERGY CO. COM 17179810 724 13000 SH SOLE 13000
CINCINNATI BELL INC. COM 17187110 23 7500 SH SOLE 7500
CISCO SYSTEMS INC COM 17275R10 2325 150000 SH SOLE 150000
CITIGROUP INC COM NEW 17296742 205 8000 SH SOLE 8000
CITRIX SYSTEMS INC. COM 17737610 1091 20000 SH SOLE 20000
COACH INC COM 18975410 1037 20000 SH SOLE 20000
COCA-COLA CO. (THE) COM 19121610 3716 55000 SH SOLE 55000
COLGATE-PALMOLIVE CO COM 19416210 1774 20000 SH SOLE 20000
COMCAST CORP NEW CL A CL A 20030N10 628 30000 SH SOLE 30000
COMCAST CORP. "A SPL" CL A SPL 20030N20 932 45000 SH SOLE 45000
COMPUWARE CORP. COM 20563810 766 100000 SH SOLE 100000
CONAGRA FOODS, INC. COM 20588710 606 25000 SH SOLE 25000
CONOCOPHILLIPS COM 20825C10 2849 45000 SH SOLE 45000
CONVERGYS CORP. COM 21248510 70 7500 SH SOLE 7500
CON-WAY INC. COM 20594410 177 8000 SH SOLE 8000
CORN PRODUCTS INTL., INC. COM 21902310 1373 35000 SH SOLE 35000
COSTCO WHOLESALE CORP. COM 22160K10 1643 20000 SH SOLE 20000
COVENTRY HEALTH CARE, INC. COM 22286210 288 10000 SH SOLE 10000
CRACKER BARREL OLD COUNTRY STORE COM 22410J10 200 5000 SH SOLE 5000
CRANE CO. COM 22439910 357 10000 SH SOLE 10000
CSR PLC ADR SPONSORED ADR 12640Y20 33 2516.5 SH SOLE 2516.5
CUBIC CORP. COM 22966910 195 5000 SH SOLE 5000
CULLEN/FROST BANKERS, INC. COM 22989910 367 8000 SH SOLE 8000
CUMULUS MEDIA INC. CL A 23108210 159 56098 SH SOLE 56098
CURTISS-WRIGHT CORP. COM 23156110 721 25000 SH SOLE 25000
CVS CAREMARK CORP COM 12665010 504 15000 SH SOLE 15000
CYMER INC COM 23257210 1115 30000 SH SOLE 30000
CYPRESS SEMICONDUCTOR CORP COM 23280610 60 4000 SH SOLE 4000
DANAHER CORP. COM 23585110 419 10000 SH SOLE 10000
DEERE & CO. COM 24419910 646 10000 SH SOLE 10000
DELUXE CORP. COM 24801910 93 5000 SH SOLE 5000
DENBURY RESOURCES INC. COM NEW 24791620 345 30000 SH SOLE 30000
DENTSPLY INTERNATIONAL INC. COM 24903010 644 21000 SH SOLE 21000
DEVON ENERGY CORPORATION COM 25179M10 1386 25000 SH SOLE 25000
DIAMOND OFFSHORE DRILLING, INC. COM 25271C10 274 5000 SH SOLE 5000
DIGITAL RIVER INC COM 25388B10 415 20000 SH SOLE 20000
DISCOVER FINANCIAL SERVICES LLC COM 25470910 719 31350 SH SOLE 31350
DISCOVERY COMMUNICATIONS INC.CLA COM SER A 25470F10 94 2500 SH SOLE 2500
DISCOVERY COMMUNICATIONS INC.CLC COM SER C 25470F30 88 2500 SH SOLE 2500
DOVER CORP. COM 26000310 233 5000 SH SOLE 5000
DOVER MOTORSPORTS INC. COM 26017410 12 9692 SH SOLE 9692
DOW CHEMICAL CO. (THE) COM 26054310 902 40165 SH SOLE 40165
DREAMWORKS ANIMATION SKG, INC. CL A 26153C10 182 10000 SH SOLE 10000
DU PONT (E.I.) DE NEMOURS COM 26353410 999 25000 SH SOLE 25000
DUKE ENERGY CORP. COM 26441C10 884 44200 SH SOLE 44200
DUN & BRADSTREET CORP. (THE) COM 26483E10 306 5000 SH SOLE 5000
E TRADE FINANCIAL CORP COM NEW 26924640 11 1200 SH SOLE 1200
EARTHLINK, INC. COM 27032110 129 19690 SH SOLE 19690
EASTMAN CHEMICAL CO. COM 27743210 274 4000 SH SOLE 4000
EATON VANCE CORP. COM NON VTG 27826510 445 20000 SH SOLE 20000
EBAY INC COM 27864210 737 25000 SH SOLE 25000
ECHELON CORP. COM 27874N10 105 15000 SH SOLE 15000
EDISON INTERNATIONAL INC. COM 28102010 1148 30000 SH SOLE 30000
EDWARDS LIFESCIENCES CORP. COM 28176E10 713 10000 SH SOLE 10000
EL PASO CORP. COM 28336L10 713 40808 SH SOLE 40808
ELI LILLY & CO. COM 53245710 2403 65000 SH SOLE 65000
EMC CORP/MASS COM 26864810 2104 100250 SH SOLE 100250
EMERSON ELECTRIC CO. COM 29101110 207 5000 SH SOLE 5000
ENERGY FOCUS, INC. COM 29268T10 35 100000 SH SOLE 100000
ENSCO INTERNATIONAL PLC SPONSORED ADR 29358Q10 386 9556 SH SOLE 9556
ENTERCOM COMMUNICATIONS CORP. CL A 29363910 42 8000 SH SOLE 8000
ENTERTAINMENT PROPERTIES TRUST COM SH BEN INT 29380T10 1169 30000 SH SOLE 30000
ENTRAVISION COMMUNICATIONS CORP. CL A 29382R10 15 15000 SH SOLE 15000
ENZON PHARMACEUTICALS, INC. COM 29390410 70 10000 SH SOLE 10000
EQUIFAX INC. COM 29442910 461 15000 SH SOLE 15000
EQUITY RESIDENTIAL PROPERTY TRUS SH BEN INT 29476L10 778 15000 SH SOLE 15000
ESCO TECHNOLOGIES INC. COM 29631510 230 9000 SH SOLE 9000
ESTERLINE TECHNOLOGIES CORP. COM 29742510 1555 30000 SH SOLE 30000
ETHAN ALLEN INTERIORS, INC. COM 29760210 204 15000 SH SOLE 15000
EXAR CORP. COM 30064510 117 20431 SH SOLE 20431
EXELON CORP. COM 30161N10 1074 25200 SH SOLE 25200
EXPEDIA, INC. COM 30212P10 839 32571 SH SOLE 32571
EXXON MOBIL CORP. COM 30231G10 10895 150000 SH SOLE 150000
FACTSET RESEARCH SYSTEMS INC. COM 30307510 1335 15000 SH SOLE 15000
FAIRCHILD SEMICONDUCTOR INTL.INC COM 30372610 324 30000 SH SOLE 30000
FEDERAL SIGNAL CORP COM 31385510 44 10000 SH SOLE 10000
FLIR SYSTEMS INC COM 30244510 251 10000 SH SOLE 10000
FLOWERS FOODS, INC. COM 34349810 657 33750 SH SOLE 33750
FLUOR CORP COM 34341210 698 15000 SH SOLE 15000
FMC TECHNOLOGIES INC COM 30249U10 752 20000 SH SOLE 20000
FORD MOTOR CO. COM PAR $0.01 34537086 580 60000 SH SOLE 60000
FOREST LABORATORIES, INC. CL A COM 34583810 616 20000 SH SOLE 20000
FOREST OIL CORP. COM PAR $0.01 34609170 86 6000 SH SOLE 6000
FRONTIER COMMUNICATIONS CORP COM 35906A10 95 15602 SH SOLE 15602
FUEL SYSTEMS SOLUTIONS INC COM 35952W10 192 10000 SH SOLE 10000
GAP INC/THE COM 36476010 812 50000 SH SOLE 50000
GARDNER DENVER, INC. COM 36555810 953 15000 SH SOLE 15000
GENERAL DYNAMICS CORP COM 36955010 569 10000 SH SOLE 10000
GENERAL MARITIME CORP. SHS Y2693R10 3 13400 SH SOLE 13400
GENL ELECTRIC COM 36960410 913 60000 SH SOLE 60000
GEO GROUP INC/THE COM 36159R10 251 13500 SH SOLE 13500
GILEAD SCIENCES INC COM 37555810 1164 30000 SH SOLE 30000
GOLDMAN SACHS GROUP INC COM 38141G10 1418 15000 SH SOLE 15000
GOODYEAR TIRE & RUBBER CO COM 38255010 101 10000 SH SOLE 10000
GOOGLE INC CL A 38259P50 1071 2080 SH SOLE 2080
GRANITE CONSTRUCTION INC. COM 38732810 84 4500 SH SOLE 4500
HALLIBURTON CO COM 40621610 1526 50000 SH SOLE 50000
HARMONIC INC. COM 41316010 32 7597 SH SOLE 7597
HARRIS CORP. COM 41387510 342 10000 SH SOLE 10000
HARSCO CORP. COM 41586410 776 40000 SH SOLE 40000
HARTFORD FINANCIAL SVCS GROUP COM 41651510 161 10000 SH SOLE 10000
HASBRO, INC. COM 41805610 1141 35000 SH SOLE 35000
HECLA MINING CO. COM 42270410 134 25000 SH SOLE 25000
HEINZ (H.J.) CO. COM 42307410 252 5000 SH SOLE 5000
HELMERICH & PAYNE, INC. COM 42345210 1015 25000 SH SOLE 25000
HESS CORP. COM 42809H10 525 10000 SH SOLE 10000
HEWLETT-PACKARD CO COM 42823610 674 30000 SH SOLE 30000
HOLOGIC, INC. COM 43644010 395 26000 SH SOLE 26000
HOME DEPOT INC COM 43707610 329 10000 SH SOLE 10000
HONEYWELL INTERNATIONAL INC COM 43851610 878 20000 SH SOLE 20000
HOSPIRA, INC. COM 44106010 259 7000 SH SOLE 7000
HOST MARRIOTT CORP. COM 44107P10 559 51056 SH SOLE 51056
HOVNANIAN ENTERPRISES, INC. CL A 44248720 22 18000 SH SOLE 18000
HSN, INC. COM 40430310 215 6514 SH SOLE 6514
HUMAN GENOME SCIENCES, INC. COM 44490310 63 5000 SH SOLE 5000
HUNT (JB) TRANSPORT SVCS INC COM 44565810 1011 28000 SH SOLE 28000
HUNTINGTON INGALLS INDS INC COM 44641310 81 3333 SH SOLE 3333
IAC/INTERACTIVE CORP. COM PAR $.001 44919P50 644 16285 SH SOLE 16285
IDACORP, INC. COM 45110710 416 11000 SH SOLE 11000
IDEXX LABORATORIES, INC. COM 45168D10 345 5000 SH SOLE 5000
ILLINOIS TOOL WORKS INC. COM 45230810 832 20000 SH SOLE 20000
ILLUMINA, INC. COM 45232710 409 10000 SH SOLE 10000
INCYTE CORP COM 45337C10 349 25000 SH SOLE 25000
INGERSOLL-RAND PLC SHS G4779110 140 5000 SH SOLE 5000
INSITUFORM TECHNOLOGIES,INC.CL A CL A 45766710 58 5000 SH SOLE 5000
INTEGRYS ENERGY GROUP INC COM 45822P10 243 5000 SH SOLE 5000
INTEL CORP COM 45814010 2774 130000 SH SOLE 130000
INTERMEC INC. COM 45878610 375 57500 SH SOLE 57500
INTERMUNE INC COM 45884X10 707 35000 SH SOLE 35000
INTERPUBLIC GROUP OF COS INC COM 46069010 65 9000 SH SOLE 9000
INTERVAL LEISURE GROUP, INC. COM 46113M10 87 6514 SH SOLE 6514
INTL BUSINESS MACHINES CORP. COM 45920010 6995 40000 SH SOLE 40000
INTL FLAVORS & FRAGRANCES INC. COM 45950610 1124 20000 SH SOLE 20000
INTL RECTIFIER CORP. COM 46025410 223 12000 SH SOLE 12000
INTL SPEEDWAY CORP. CL A 46033520 142 6200 SH SOLE 6200
INVACARE CORP. COM 46120310 115 5000 SH SOLE 5000
INVESTMENT TECHNOLOGY GROUP, INC COM 46145F10 73 7500 SH SOLE 7500
J.C. PENNEY CO INC COM 70816010 335 12500 SH SOLE 12500
JACOBS ENGINEERING GROUP INC COM 46981410 484 15000 SH SOLE 15000
JDS UNIPHASE CORP. COM PAR $0.001 46612J50 74 7375 SH SOLE 7375
JM SMUCKER CO/THE COM NEW 83269640 1342 18405 SH SOLE 18405
JOHN BEAN TECHNOLOGIES CORP. COM 47783910 62 4320 SH SOLE 4320
JOHNSON & JOHNSON COM 47816010 4458 70000 SH SOLE 70000
JONES GROUP INC COM 48020T10 46 5000 SH SOLE 5000
JOY GLOBAL INC. COM 48116510 936 15000 SH SOLE 15000
JP MORGAN CHASE & CO COM 46625H10 4819 160000 SH SOLE 160000
JUNIPER NETWORKS, INC. COM 48203R10 259 15000 SH SOLE 15000
KANSAS CITY SOUTHERN COM NEW 48517030 1399 28000 SH SOLE 28000
KB HOME COM 48666K10 29 5000 SH SOLE 5000
KENNAMETAL INC. COM 48917010 1965 60000 SH SOLE 60000
KID BRANDS INC COM 49375T10 53 20000 SH SOLE 20000
KIMBERLY-CLARK CORP. COM 49436810 710 10000 SH SOLE 10000
KIMCO REALTY CORP. COM 49446R10 376 25000 SH SOLE 25000
KLA-TENCOR CORPORATION COM 48248010 574 15000 SH SOLE 15000
KOHLS CORP. COM 50025510 638 13000 SH SOLE 13000
KRAFT FOODS INC. CL A 50075N10 1544 45987 SH SOLE 45987
KROGER CO. (THE) COM 50104410 549 25000 SH SOLE 25000
KULICKE & SOFFA INDUSTRIES, INC. COM 50124210 157 21000 SH SOLE 21000
K-V PHARMACEUTICAL CO. CL A 48274020 68 50000 SH SOLE 50000
LAM RESEARCH CORP. COM 51280710 760 20000 SH SOLE 20000
LATTICE SEMICONDUCTOR CORP. COM 51841510 53 10000 SH SOLE 10000
LEGG MASON INC COM 52490110 231 9000 SH SOLE 9000
LIBERTY MEDIA CORP INTERACTIVE INT COM SER A 53071M10 149 10099 SH SOLE 10099
LIBERTY PROPERTY TRUST SH BEN INT 53117210 116 4000 SH SOLE 4000
LIFE TECHNOLOGIES CORP. COM 53217V10 231 6000 SH SOLE 6000
LIFEPOINT HOSPITALS, INC. COM 53219L10 77 2105 SH SOLE 2105
LIGAND PHARMACEUTICALS INC COM NEW 53220K50 91 6666 SH SOLE 6666
LINCARE HOLDINGS INC. COM 53279110 540 24000 SH SOLE 24000
LINDSAY CORP. COM 53555510 699 13000 SH SOLE 13000
LIVE NATION INC COM 53803410 107 13353 SH SOLE 13353
LIZ CLAIBORNE, INC. COM 53932010 100 20000 SH SOLE 20000
LOJACK CORP. COM 53945110 238 75000 SH SOLE 75000
LOWES COMPANIES, INC. COM 54866110 1160 60000 SH SOLE 60000
LSI CORP. COM 50216110 94 18060 SH SOLE 18060
MACY'S INC COM 55616P10 526 20000 SH SOLE 20000
MANPOWER INC COM 56418H10 101 3000 SH SOLE 3000
MARATHON OIL CORP COM 56585A10 271 10000 SH SOLE 10000
MARATHON OIL CORP. COM 56584910 432 20000 SH SOLE 20000
MARSH & MCLENNAN COMPANIES, INC. COM 57174810 717 27000 SH SOLE 27000
MASTEC INC COM 57632310 1145 65000 SH SOLE 65000
MATERION CORP COM 57669010 227 10000 SH SOLE 10000
MCDERMOTT INTERNATIONAL, INC. COM 58003710 807 75000 SH SOLE 75000
MCDONALD'S CORP. COM 58013510 3082 35093 SH SOLE 35093
MCKESSON CORP. COM 58155Q10 1091 15000 SH SOLE 15000
MDC HOLDINGS, INC. COM 55267610 187 11050 SH SOLE 11050
MEAD JOHNSON NUTRITION CO COM 58283910 841 12219 SH SOLE 12219
MEDCO HEALTH SOLUTIONS, INC. COM 58405U10 938 20000 SH SOLE 20000
MEDTRONIC, INC. COM 58505510 665 20000 SH SOLE 20000
MERCK & CO. INC. COM 58933Y10 4684 143252 SH SOLE 143252
MERCURY COMPUTER SYSTEMS, INC. COM 58937810 518 45000 SH SOLE 45000
MERCURY GENERAL CORP. COM 58940010 192 5000 SH SOLE 5000
METLIFE, INC. COM 59156R10 638 22766 SH SOLE 22766
MICROCHIP TECHNOLOGY INC COM 59501710 778 25000 SH SOLE 25000
MICRON TECHNOLOGY INC COM 59511210 151 30000 SH SOLE 30000
MICROSOFT CORP. COM 59491810 5725 230000 SH SOLE 230000
MIPS TECHNOLOGIES, INC. COM 60456710 9 1801 SH SOLE 1801
MODUSLINK GLOBAL SOLUTIONS INC COM 60786L10 35 10000 SH SOLE 10000
MONSANTO CO. COM 61166W10 1201 20000 SH SOLE 20000
MOTOROLA MOBILITY HLDGS INC COM 62009710 449 11875 SH SOLE 11875
MOTOROLA SOLUTIONS INC COM NEW 62007630 569 13571 SH SOLE 13571
MSC INDUSTRIAL DIRECT CO., INC. CL A 55353010 565 10000 SH SOLE 10000
MURPHY OIL CORP. COM 62671710 795 18000 SH SOLE 18000
MYLAN LABORATORIES INC. COM 62853010 251 14750 SH SOLE 14750
NABORS INDUSTRIES LTD. SHS G6359F10 245 20000 SH SOLE 20000
NATIONAL OILWELL VARCO INC COM 63707110 44 854 SH SOLE 854
NCR CORP COM 62886E10 338 20000 SH SOLE 20000
NEKTAR THERAPEUTICS COM 64026810 146 30000 SH SOLE 30000
NETAPP INC. COM 64110D10 170 5000 SH SOLE 5000
NEW JERSEY RESOURCES CORP. COM 64602510 1277 30000 SH SOLE 30000
NEW YORK COMMUNITY BANCORP, INC. COM 64944510 714 60000 SH SOLE 60000
NEWPARK RESOURCES INC COM PAR $.01NEW 65171850 792 130000 SH SOLE 130000
NEWS CORP - CL A CL A 65248E10 1006 65000 SH SOLE 65000
NEXTERA ENERGY INC COM 65339F10 540 10000 SH SOLE 10000
NISOURCE INC. COM 65473P10 214 10000 SH SOLE 10000
NOBLE ENERGY INC COM 65504410 708 10000 SH SOLE 10000
NORDSON CORP. COM 65566310 1192 30000 SH SOLE 30000
NORFOLK SOUTHERN CORP. COM 65584410 1190 19500 SH SOLE 19500
NORTHERN TRUST CORP. COM 66585910 350 10000 SH SOLE 10000
NORTHROP GRUMMA COM 66680710 1043 20000 SH SOLE 20000
NOVELLUS SYSTEMS INC COM 67000810 136 5000 SH SOLE 5000
NV ENERGY INC. COM 67073Y10 324 22000 SH SOLE 22000
OCCIDENTAL PETROLEUM CORP. COM 67459910 2503 35000 SH SOLE 35000
ONCOTHYREON INC COM 68232410 838 140000 SH SOLE 140000
OPNET TECHNOLOGIES, INC. COM 68375710 1222 35000 SH SOLE 35000
ORACLE CORP COM 68389X10 2874 100000 SH SOLE 100000
ORBITAL SCIENCES CORP. COM 68556410 981 76603 SH SOLE 76603
P G & E CORP COM 69331C10 1269 30000 SH SOLE 30000
PALL CORP. COM 69642930 424 10000 SH SOLE 10000
PAR PHARMACEUTICAL COMPANIES,INC COM 69888P10 799 30000 SH SOLE 30000
PARKER HANNIFIN CORP COM 70109410 316 5000 SH SOLE 5000
PATRIOT COAL CORP. COM 70336T10 7 800 SH SOLE 800
PATTERSON-UTI ENERGY INC COM 70348110 520 30000 SH SOLE 30000
PAYCHEX, INC. COM 70432610 527 20000 SH SOLE 20000
PDL BIOPHARMA, INC. COM 69329Y10 44 8000 SH SOLE 8000
PEPSICO INC COM 71344810 2058 33251 SH SOLE 33251
PERRIGO CO. COM 71429010 1942 20000 SH SOLE 20000
PFIZER INC COM 71708110 3519 199025 SH SOLE 199025
PHARMASSET INC COM 71715N10 2471 30000 SH SOLE 30000
PHARMERICA CORP. COM 71714F10 5 385 SH SOLE 385
PHH CORP. COM NEW 69332020 72 4464 SH SOLE 4464
PHILIP MORRIS INTERNATIONAL,INC. COM 71817210 3743 60000 SH SOLE 60000
PHOTRONICS, INC. COM 71940510 25 5000 SH SOLE 5000
PINNACLE WEST CAPITAL CORP. COM 72348410 301 7000 SH SOLE 7000
PLAINS EXPLORATION & PRODUCTION COM 72650510 227 10000 SH SOLE 10000
PNC FINANCIAL SERVICES GROUP,INC COM 69347510 482 10000 SH SOLE 10000
POLARIS INDUSTRIES INC. COM 73106810 999 20000 SH SOLE 20000
PPG INDUSTRIES, INC. COM 69350610 353 5000 SH SOLE 5000
PRAXAIR, INC. COM 74005P10 1402 15000 SH SOLE 15000
PRG-SCHULTZ INTERNATIONAL, INC. COM NEW 69357C50 52 11000 SH SOLE 11000
PRINCIPAL FINANCIAL GROUP, INC. COM 74251V10 57 2500 SH SOLE 2500
PROCTER & GAMBLE CO. COM 74271810 5054 80000 SH SOLE 80000
PROLOGIS INC COM 74340W10 133 5464 SH SOLE 5464
PROTECTIVE LIFE CORP. COM 74367410 234 15000 SH SOLE 15000
PRUDENTIAL FINANCIAL INC. COM 74432010 1172 25000 SH SOLE 25000
PUBLIC SVC ENTERPRISE GROUP INC. COM 74457310 1001 30000 SH SOLE 30000
PULTE GROUP INC COM 74586710 80 20000 SH SOLE 20000
PVH CORPORATION COM 69365610 1165 20000 SH SOLE 20000
QUALCOMM INC. COM 74752510 2432 50000 SH SOLE 50000
QUANTA SERVICES INC. COM 74762E10 752 40000 SH SOLE 40000
QUANTUM FUEL SYSTEMS TECH COM NEW 74765E20 3 1000 SH SOLE 1000
RADIAN GROUP INC. COM 75023610 19 8600 SH SOLE 8600
RALCORP HOLDINGS INC COM 75102810 203 2650 SH SOLE 2650
RAMBUS INC. COM 75091710 56 4000 SH SOLE 4000
RAYTHEON CO. COM NEW 75511150 817 20000 SH SOLE 20000
REINSURANCE GROUP OF AMERICA,INC COM NEW 75935160 130 2829 SH SOLE 2829
REPUBLIC SERVICES, INC. COM 76075910 421 15000 SH SOLE 15000
REYNOLDS AMERICAN INC. COM 76171310 750 20000 SH SOLE 20000
ROCKWELL AUTOMATION, INC. COM 77390310 560 10000 SH SOLE 10000
ROCKWELL COLLINS, INC. COM 77434110 422 8000 SH SOLE 8000
ROVI CORP COM 77937610 1636 38077 SH SOLE 38077
ROWAN COMPANIES INC. COM 77938210 694 23000 SH SOLE 23000
SAFEGAURD SCIENTIFICS INC COM NEW 78644920 27 1833 SH SOLE 1833
SAFEWAY INC. COM NEW 78651420 83 5000 SH SOLE 5000
SAGA COMMUNICATIONS INC CL A NEW 78659830 295 10000 SH SOLE 10000
SAKS INC. COM 79377W10 88 10000 SH SOLE 10000
SALEM COMMUNICATIONS CORP. CL A 79409310 45 20000 SH SOLE 20000
SARA LEE CORP. COM 80311110 441 27000 SH SOLE 27000
SCHLUMBERGER LTD. COM 80685710 416 6966 SH SOLE 6966
SCHULMAN (A.), INC. COM 80819410 102 6000 SH SOLE 6000
SCHWAB (CHARLES) CORP. (THE) COM 80851310 282 25000 SH SOLE 25000
SEI INVESTMENTS CO. COM 78411710 615 40000 SH SOLE 40000
SELECTIVE INSURANCE GROUP, INC. COM 81630010 183 14000 SH SOLE 14000
SEMPRA ENERGY COM 81685110 515 10000 SH SOLE 10000
SENSIENT TECHNOLOGIES CORP. COM 81725T10 1302 40000 SH SOLE 40000
SHAW GROUP INC (THE) COM 82028010 217 10000 SH SOLE 10000
SINCLAIR BROADCAST GROUP-A CL A 82922610 57 8000 SH SOLE 8000
SKYWORKS SOLUTIONS, INC. COM 83088M10 113 6318 SH SOLE 6318
SOUTHERN CO COM 84258710 1356 32000 SH SOLE 32000
SOUTHWEST AIRLINES CO. COM 84474110 121 15000 SH SOLE 15000
SOUTHWEST GAS CORP. COM 84489510 1266 35000 SH SOLE 35000
SPARTAN MOTORS INC. COM 84681910 279 67500 SH SOLE 67500
SPECTRA ENERGY CORP. COM 84756010 542 22100 SH SOLE 22100
SPEEDWAY MOTORSPORTS, INC. COM 84778810 127 10500 SH SOLE 10500
SPRINT NEXTEL CORP. COM SER 1 85206110 760 250000 SH SOLE 250000
ST JUDE MEDICAL INC COM 79084910 543 15000 SH SOLE 15000
STANDARD PACIFIC CORP. COM 85375C10 49 20000 SH SOLE 20000
STANDARD REGISTER CO. (THE) COM 85388710 18 7000 SH SOLE 7000
STANLEY BLACK AND DECKER INC COM 85450210 804 16375 SH SOLE 16375
STAPLES, INC. COM 85503010 404 30348 SH SOLE 30348
SUNOCO, INC. COM 86764P10 465 15000 SH SOLE 15000
SUPERVALU INC. COM 86853610 67 10000 SH SOLE 10000
SUPPORT.COM INC COM 86858W10 79 40000 SH SOLE 40000
SYMANTEC CORP COM 87150310 489 30000 SH SOLE 30000
SYNOPSYS INC COM 87160710 262 10742 SH SOLE 10742
SYSCO CORP. COM 87182910 777 30000 SH SOLE 30000
T ROWE PRICE GROUP INC. COM 74144T10 1242 26000 SH SOLE 26000
TARGACEPT INC COM 87611R30 225 15000 SH SOLE 15000
TARGET CORP. COM 87612E10 1226 25000 SH SOLE 25000
TCF FINANCIAL CORP. COM 87227510 275 30000 SH SOLE 30000
TELLABS INC. COM 87966410 65 15120 SH SOLE 15120
TENET HEALTHCARE CORP COM 88033G10 82 20000 SH SOLE 20000
TEXAS INDUSTRIES, INC. COM 88249110 317 10000 SH SOLE 10000
THERMO ELECTRON CORP. COM 88355610 760 15000 SH SOLE 15000
TIDEWATER INC. COM 88642310 631 15000 SH SOLE 15000
TIME WARNER CABLE INC COM 88732J20 627 10000 SH SOLE 10000
TIME WARNER INC COM NEW 88731730 1099 36666 SH SOLE 36666
TIMKEN CO. (THE) COM 88738910 492 15000 SH SOLE 15000
TORO CO. (THE) COM 89109210 985 20000 SH SOLE 20000
TRAVELERS COS INC/THE COM 89417E10 1581 32443 SH SOLE 32443
TREE.COM INC. COM 89467510 4 827 SH SOLE 827
TREX COMPANY, INC. COM 89531P10 641 40000 SH SOLE 40000
TRINITY INDUSTRIES INC. COM 89652210 321 15000 SH SOLE 15000
TRIQUINT SEMICONDUCTOR INC COM 89674K10 251 50000 SH SOLE 50000
ULTRATECH, INC. COM 90403410 257 15000 SH SOLE 15000
UNION PACIFIC CORP COM 90781810 1388 17000 SH SOLE 17000
UNISYS CORP COM NEW 90921430 39 2500 SH SOLE 2500
UNIT CORP. COM 90921810 554 15000 SH SOLE 15000
UNITED STATES STEEL CORP. COM 91290910 286 13000 SH SOLE 13000
UNITED TECHNOLOGIES CORP COM 91301710 1759 25000 SH SOLE 25000
UNUMPROVIDENT CORP. COM 91529Y10 587 28000 SH SOLE 28000
URBAN OUTFITTERS INC COM 91704710 558 25000 SH SOLE 25000
URS CORP COM 90323610 297 10000 SH SOLE 10000
US BANCORP COM NEW 90297330 1883 80000 SH SOLE 80000
VALUECLICK, INC. COM 92046N10 311 20000 SH SOLE 20000
VENTAS INC COM 92276F10 194 3933 SH SOLE 3933
VERIZON COMMUNICATIONS INC COM 92343V10 2392 65000 SH SOLE 65000
VIACOM INC CL B CL B 92553P20 1162 30000 SH SOLE 30000
VIASAT, INC. COM 92552V10 600 18000 SH SOLE 18000
VICOR CORP. COM 92581510 140 16000 SH SOLE 16000
VISHAY INTERTECHNOLOGY INC COM 92829810 335 40087 SH SOLE 40087
VISHAY PRECISION GROUP-CL B COM 92835K10 38 2862 SH SOLE 2862
WALGREEN CO. COM 93142210 1513 46000 SH SOLE 46000
WAL-MART STORES, INC. COM 93114210 3633 70000 SH SOLE 70000
WALT DISNEY CO. (THE) COM DISNEY 25468710 1508 50000 SH SOLE 50000
WASHINGTON FEDERAL, INC. COM 93882410 50 3896 SH SOLE 3896
WATSON PHARMACEUTICALS, INC. COM 94268310 683 10000 SH SOLE 10000
WEATHERFORD INTERNATIONAL LTD. REG SHS H2701310 733 60000 SH SOLE 60000
WEBMD HEALTH CORP COM 94770V10 124 4102 SH SOLE 4102
WELLPOINT INC. COM 94973V10 979 15000 SH SOLE 15000
WELLS FARGO & CO COM 94974610 2412 100000 SH SOLE 100000
WERNER ENTERPRISES INC COM 95075510 495 23750 SH SOLE 23750
WESTERN UNION CO COM 95980210 612 40000 SH SOLE 40000
WILLIAMS COS INC. COM 96945710 1217 50000 SH SOLE 50000
WINDSTREAM CORP. COM 97381W10 301 25848 SH SOLE 25848
WINNEBAGO INDUSTRIES, INC. COM 97463710 138 20000 SH SOLE 20000
WOODWARD GOVERNOR CO COM 98074510 685 25000 SH SOLE 25000
WYNDHAM WORLDWIDE CORP. COM 98310W10 509 17859 SH SOLE 17859
XCEL ENERGY INC. COM 98389B10 401 16243 SH SOLE 16243
XEROX CORP. COM 98412110 307 44000 SH SOLE 44000
YAHOO! INC. COM 98433210 395 30000 SH SOLE 30000
YUM! BRANDS, INC. COM 98849810 1235 25000 SH SOLE 25000
ZALE CORP. COM 98885810 29 10000 SH SOLE 10000
ZIMMER HOLDINGS INC. COM 98956P10 439 8200 SH SOLE 8200
ZORAN CORP. COM 98975F10 139 17090 SH SOLE 17090